+34.0%
XLB vs VICR
+57.6%
-23.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.8% | -0.6% |
| 7D | -2.8% | +5.0% | -7.8% | -3.3% |
| 30D | -3.1% | -12.5% | +9.4% | -2.3% |
| 3M | -0.2% | -33.6% | +33.4% | +2.2% |
| 6M | +3.1% | +10.7% | -7.6% | -0.8% |
| YTD | +13.3% | +80.6% | -67.3% | +3.4% |
| 1Y | +12.0% | +288.4% | -276.3% | -5.9% |
| 3Y | +31.4% | +213.8% | -182.4% | +8.2% |
| All | +34.0% | +57.6% | -23.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling